Summary
FELG
Prices · period metrics · 12M
NAV as of 03/09/2026
30/05/2025 → 28/05/2026
Return 14.42% Volatility 15.49% Sharpe 1.68
Official loaded data — not a live quote.

FIDELITY ENHANCED LARGE CAP GROWTH ETF

Symbol: FELG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 19/04/2007

Latest date: 03/09/2026

Current price: $44.49

Expense ratio: 0.18%

Assets under management
$5.7B
0.98% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.58%

Ann. 112.56% (Sharpe / Sortino numerator)

Volatility

11.27%

Sharpe ratio

9.664

VaR 95%

-0.75%

CVaR 95%: -0.96%
Max drawdown: -2.35%
Sortino ratio: 17.890
Calmar ratio: 47.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.74%

Ann. 66.90% (Sharpe / Sortino numerator)

Volatility

18.16%

Sharpe ratio

3.485

VaR 95%

-1.76%

CVaR 95%: -2.07%
Max drawdown: -9.17%
Sortino ratio: 5.795
Calmar ratio: 7.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.34%

Ann. 15.35% (Sharpe / Sortino numerator)

Volatility

16.41%

Sharpe ratio

0.715

VaR 95%

-1.76%

CVaR 95%: -2.07%
Max drawdown: -14.65%
Sortino ratio: 1.120
Calmar ratio: 1.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.42%

Ann. 29.68% (Sharpe / Sortino numerator)

Volatility

15.49%

Sharpe ratio

1.682

VaR 95%

-1.68%

CVaR 95%: -2.11%
Max drawdown: -16.17%
Sortino ratio: 2.480
Calmar ratio: 1.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

43.15%

Ann. 14.52% (Sharpe / Sortino numerator)

Volatility

21.49%

Sharpe ratio

0.505

VaR 95%

-2.23%

CVaR 95%: -3.19%
Max drawdown: -23.89%
Sortino ratio: 0.666
Calmar ratio: 0.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

78.69%

Ann. 23.36% (Sharpe / Sortino numerator)

Volatility

19.94%

Sharpe ratio

0.987

VaR 95%

-2.01%

CVaR 95%: -2.94%
Max drawdown: -23.89%
Sortino ratio: 1.295
Calmar ratio: 0.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.059%

Best day

3.908%

31/03/2026
Worst day

-3.429%

05/06/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $44.06 $44.56 $44.03 $44.49 226,700
02/09/2026 $43.70 $43.97 $43.60 $43.91 294,600
01/09/2026 $43.61 $43.90 $43.47 $43.63 264,000
31/08/2026 $43.98 $44.16 $43.84 $44.12 258,600
28/08/2026 $44.46 $44.66 $44.04 $44.08 258,600
27/08/2026 $44.24 $44.52 $44.11 $44.51 279,400
26/08/2026 $43.63 $43.77 $43.49 $43.64 265,800
25/08/2026 $43.80 $43.89 $43.51 $43.72 341,300
24/08/2026 $43.66 $43.66 $43.28 $43.45 227,500
21/08/2026 $43.99 $44.02 $43.67 $43.87 207,000